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Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 53 / Issue 2 / April 2018
- Published online by Cambridge University Press:
- 09 March 2018, pp. 937-963
- Print publication:
- April 2018
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- Article
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Leaders, Followers, and Risk Dynamics in Industry Equilibrium
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 49 / Issue 2 / April 2014
- Published online by Cambridge University Press:
- 04 June 2014, pp. 321-349
- Print publication:
- April 2014
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- Article
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